NYMEX Light Sweet Crude Oil Future January 2010
Trading Metrics calculated at close of trading on 28-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
73.77 |
73.37 |
-0.40 |
-0.5% |
69.17 |
High |
73.86 |
73.39 |
-0.47 |
-0.6% |
73.40 |
Low |
72.80 |
71.50 |
-1.30 |
-1.8% |
68.94 |
Close |
73.20 |
72.24 |
-0.96 |
-1.3% |
73.35 |
Range |
1.06 |
1.89 |
0.83 |
78.3% |
4.46 |
ATR |
1.85 |
1.85 |
0.00 |
0.2% |
0.00 |
Volume |
7,151 |
10,413 |
3,262 |
45.6% |
45,042 |
|
Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.05 |
77.03 |
73.28 |
|
R3 |
76.16 |
75.14 |
72.76 |
|
R2 |
74.27 |
74.27 |
72.59 |
|
R1 |
73.25 |
73.25 |
72.41 |
72.82 |
PP |
72.38 |
72.38 |
72.38 |
72.16 |
S1 |
71.36 |
71.36 |
72.07 |
70.93 |
S2 |
70.49 |
70.49 |
71.89 |
|
S3 |
68.60 |
69.47 |
71.72 |
|
S4 |
66.71 |
67.58 |
71.20 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.28 |
83.77 |
75.80 |
|
R3 |
80.82 |
79.31 |
74.58 |
|
R2 |
76.36 |
76.36 |
74.17 |
|
R1 |
74.85 |
74.85 |
73.76 |
75.61 |
PP |
71.90 |
71.90 |
71.90 |
72.27 |
S1 |
70.39 |
70.39 |
72.94 |
71.15 |
S2 |
67.44 |
67.44 |
72.53 |
|
S3 |
62.98 |
65.93 |
72.12 |
|
S4 |
58.52 |
61.47 |
70.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.86 |
68.94 |
4.92 |
6.8% |
1.70 |
2.3% |
67% |
False |
False |
10,039 |
10 |
73.86 |
65.11 |
8.75 |
12.1% |
1.67 |
2.3% |
81% |
False |
False |
8,407 |
20 |
75.49 |
63.01 |
12.48 |
17.3% |
1.73 |
2.4% |
74% |
False |
False |
7,227 |
40 |
76.74 |
63.01 |
13.73 |
19.0% |
1.64 |
2.3% |
67% |
False |
False |
5,606 |
60 |
76.74 |
59.99 |
16.75 |
23.2% |
1.54 |
2.1% |
73% |
False |
False |
4,531 |
80 |
76.74 |
56.18 |
20.56 |
28.5% |
1.39 |
1.9% |
78% |
False |
False |
3,847 |
100 |
76.74 |
50.10 |
26.64 |
36.9% |
1.42 |
2.0% |
83% |
False |
False |
3,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.42 |
2.618 |
78.34 |
1.618 |
76.45 |
1.000 |
75.28 |
0.618 |
74.56 |
HIGH |
73.39 |
0.618 |
72.67 |
0.500 |
72.45 |
0.382 |
72.22 |
LOW |
71.50 |
0.618 |
70.33 |
1.000 |
69.61 |
1.618 |
68.44 |
2.618 |
66.55 |
4.250 |
63.47 |
|
|
Fisher Pivots for day following 28-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
72.45 |
72.68 |
PP |
72.38 |
72.53 |
S1 |
72.31 |
72.39 |
|